Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.614302 0.691338 0.778201 0.884202 1.011166 1.159764 1.348960
2024-12-29 0.530287 0.627144 0.744359 0.899127 1.101958 1.364468 1.739965
2025-01-05 0.471405 0.578679 0.715720 0.908362 1.180383 1.564624 2.176591
2025-01-12 0.421813 0.533105 0.681515 0.901093 1.231352 1.735290 2.622339
2025-01-19 0.372451 0.480897 0.630195 0.859860 1.222781 1.812305 2.942103
2025-01-26 0.347088 0.458154 0.616229 0.869688 1.292425 2.029394 3.591411
2025-02-02 0.326430 0.439454 0.605209 0.881312 1.365889 2.271070 4.399143
2025-02-09 0.304109 0.415894 0.583837 0.872474 1.401189 2.449740 5.159015
2025-02-16 0.287931 0.399876 0.572107 0.877538 1.462058 2.696851 6.239648
2025-02-23 0.266402 0.373800 0.541702 0.845884 1.445985 2.772081 6.886249
2025-03-02 0.245613 0.347360 0.508401 0.805051 1.404500 2.778057 7.326753
2025-03-09 0.237451 0.340232 0.506283 0.820848 1.483122 3.100165 9.136197
2025-03-16 0.232339 0.337988 0.512819 0.855210 1.612878 3.616639 12.406050
2025-03-23 0.224425 0.330506 0.509523 0.869901 1.701754 4.061722 16.129978
2025-03-30 0.216359 0.322152 0.503863 0.878992 1.779668 4.513947 20.921068
2025-04-06 0.206799 0.310593 0.491382 0.872204 1.816344 4.850294 25.891264
2025-04-13 0.193745 0.292261 0.465074 0.832856 1.759887 4.829535 27.907081
2025-04-20 0.187993 0.286267 0.461316 0.842317 1.838486 5.368933 37.643220
2025-04-27 0.182856 0.281012 0.458493 0.853473 1.925038 6.001558 52.718681
2025-05-04 0.175828 0.271974 0.447688 0.845037 1.952492 6.396348 67.860974
2025-05-11 0.170770 0.266190 0.442800 0.849895 2.022300 7.051385 97.445789
2025-05-18 0.162319 0.253817 0.424058 0.819605 1.974543 7.072930 110.765062
2025-05-25 0.153460 0.240343 0.402419 0.780497 1.892098 6.871269 115.012271